PCA Index Dashboard Examples

This script was last run at 2024-03-26 14:16:00.749537+00:00 (UTC)
In US/Central Time, this is 2024-03-26 09:16:00.749537-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.896829	-0.474387	0.086355	-0.009098	0.545133	0.254474
1997-01-03	-0.885119	-0.474387	-0.155455	0.006408	0.744727	0.205305
1997-01-06	-0.881216	-0.474387	-0.064024	-0.016851	0.777607	0.269262
1997-01-07	-0.881216	-0.453568	-0.128988	-0.047862	0.837238	0.382902
1997-01-08	-0.892926	-0.453568	-0.021918	-0.086627	0.785269	0.496150
...	...	...	...	...	...	...
2024-03-19	-0.881216	-1.463278	-0.794267	1.657773	0.738748	0.558610
2024-03-20	-0.865603	-1.400822	-0.888104	1.719796	0.827923	0.465823
2024-03-21	-0.900732	-1.432050	-0.902541	1.727549	0.836545	0.472564
2024-03-22	-0.889023	-1.452869	-0.885698	1.727549	0.764105	0.313953
2024-03-25	-0.889023	-1.369594	-0.870059	1.727549	0.788361	0.313953

7194 rows × 6 columns

pc1

DATE
1997-01-02   -0.577031
1997-01-03   -0.683142
1997-01-06   -0.666052
1997-01-07   -0.702405
1997-01-08   -0.672078
                ...   
2024-03-19   -1.571794
2024-03-20   -1.595938
2024-03-21   -1.625947
2024-03-22   -1.583081
2024-03-25   -1.560684
Name: PC1, Length: 7194, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()